CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 11-Oct-2017
Day Change Summary
Previous Current
10-Oct-2017 11-Oct-2017 Change Change % Previous Week
Open 0.8951 0.8972 0.0021 0.2% 0.8956
High 0.9003 0.8995 -0.0009 -0.1% 0.8976
Low 0.8951 0.8954 0.0003 0.0% 0.8883
Close 0.8975 0.8971 -0.0004 0.0% 0.8948
Range 0.0052 0.0041 -0.0012 -22.1% 0.0093
ATR 0.0062 0.0061 -0.0002 -2.5% 0.0000
Volume 382 43 -339 -88.7% 2,497
Daily Pivots for day following 11-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9095 0.9073 0.8993
R3 0.9054 0.9033 0.8982
R2 0.9014 0.9014 0.8978
R1 0.8992 0.8992 0.8974 0.8983
PP 0.8973 0.8973 0.8973 0.8968
S1 0.8952 0.8952 0.8967 0.8942
S2 0.8933 0.8933 0.8963
S3 0.8892 0.8911 0.8959
S4 0.8852 0.8871 0.8948
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9215 0.9174 0.8999
R3 0.9122 0.9081 0.8973
R2 0.9029 0.9029 0.8965
R1 0.8988 0.8988 0.8956 0.8962
PP 0.8936 0.8936 0.8936 0.8922
S1 0.8895 0.8895 0.8939 0.8869
S2 0.8843 0.8843 0.8930
S3 0.8750 0.8802 0.8922
S4 0.8657 0.8709 0.8896
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9003 0.8883 0.0120 1.3% 0.0042 0.5% 73% False False 550
10 0.9003 0.8883 0.0120 1.3% 0.0043 0.5% 73% False False 300
20 0.9204 0.8883 0.0321 3.6% 0.0056 0.6% 27% False False 197
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9167
2.618 0.9101
1.618 0.9060
1.000 0.9035
0.618 0.9020
HIGH 0.8995
0.618 0.8979
0.500 0.8974
0.382 0.8969
LOW 0.8954
0.618 0.8929
1.000 0.8914
1.618 0.8888
2.618 0.8848
4.250 0.8782
Fisher Pivots for day following 11-Oct-2017
Pivot 1 day 3 day
R1 0.8974 0.8977
PP 0.8973 0.8975
S1 0.8972 0.8973

These figures are updated between 7pm and 10pm EST after a trading day.

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